+306.4%
CSCO vs C
+227.2%
+79.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -10.2% | -2.4% | -7.8% | -9.3% |
| 30D | -20.1% | -6.0% | -14.1% | -18.2% |
| 3M | -22.1% | -10.5% | -11.5% | -18.8% |
| 6M | +3.2% | -5.7% | +8.9% | +5.1% |
| YTD | +24.1% | +4.1% | +20.0% | +21.3% |
| 1Y | +34.6% | +20.5% | +14.1% | +24.3% |
| 3Y | +90.0% | +208.1% | -118.1% | +20.0% |
| 5Y | +88.6% | +110.4% | -21.8% | +35.0% |
| All | +306.4% | +227.2% | +79.2% | +157.6% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded C wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling